+70.3%
BTI vs WST
+341.6%
-271.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -3.4% | -2.0% | -1.4% | -3.2% |
| 3M | -9.0% | +4.1% | -13.1% | -9.5% |
| 6M | -5.0% | +47.4% | -52.4% | -9.9% |
| YTD | -0.3% | +25.4% | -25.7% | -3.6% |
| 1Y | +3.1% | +35.3% | -32.2% | -1.5% |
| 3Y | +111.0% | -11.7% | +122.6% | +107.8% |
| 5Y | +117.0% | -24.0% | +141.0% | +117.1% |
| All | +70.3% | +341.6% | -271.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling